+25.6%
CTAS vs EQX
+7.1%
+18.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.8% | -10.4% | +2.3% |
| 7D | +7.6% | +7.6% | 0.0% | +7.5% |
| 30D | +17.2% | +0.4% | +16.8% | +17.1% |
| 3M | +12.8% | +18.0% | -5.2% | +13.1% |
| 6M | +38.0% | -18.4% | +56.3% | +39.5% |
| YTD | +22.7% | -19.3% | +42.0% | +23.7% |
| 1Y | +25.6% | +9.2% | +16.4% | +28.7% |
| All | +25.6% | +7.1% | +18.6% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EQX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling